Our short attention spans keep giving us new chances, though. If you decide to give up, you can't just do it once (okay, you can, but please don't)-- you have to keep deciding to give up every day. Eventually you realize you're going to need to give up on giving up, at least some of the time.
However, I know what you mean quite fully. I've given up on everything from academic hopes, to artistic dreams, to multiple types of fantasies I was taught were real as a child, to career possibilities and more. Learning to rest in the knowledge that someone out there is already doing whatever cool stuff I could've done, better than I could've done it - and training myself to be mildly comforted by this - has brought me no small amount of peace.
Sentient existence is weird and hard. Giving up is an important life skill.